+33,314.5%
MCHP vs MAS
+1,010.5%
+32,303.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.9% | -8.1% | -9.3% |
| 7D | -24.6% | +2.0% | -26.5% | -25.1% |
| 30D | -25.2% | +19.4% | -44.6% | -30.3% |
| 3M | -21.1% | +9.4% | -30.5% | -23.8% |
| 6M | -42.7% | +15.3% | -58.0% | -46.0% |
| YTD | -6.9% | +31.3% | -38.2% | -17.0% |
| 1Y | +0.9% | +34.9% | -34.0% | -11.0% |
| 3Y | -16.2% | +58.6% | -74.8% | -29.7% |
| 5Y | -24.1% | +40.7% | -64.8% | -33.4% |
| 10Y | +134.1% | +220.4% | -86.3% | +58.2% |
| All | +33,314.5% | +1,010.5% | +32,303.9% | +11,909.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling